Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.22 | — |
| Beta | 2 | — |
| Mean annual return | -0.25 | — |
| R-squared | 94 | — |
| Standard deviation | 25.12 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -6.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.08 | — |
| Beta | 2 | — |
| Mean annual return | -0.41 | — |
| R-squared | 93 | — |
| Standard deviation | 21 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -5.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 3.62 | — |
| Price/Sales (P/S) | 12.70 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 30.00K | — |
| 3-year earnings growth | 0 | — |